English
Related papers

Related papers: Greater search cost reduces prices

200 papers

This paper studies the optimal investment problem with random endowment in an inventory-based price impact model with competitive market makers. Our goal is to analyze how price impact affects optimal policies, as well as both pricing rules…

Mathematical Finance · Quantitative Finance 2018-12-10 Michail Anthropelos , Scott Robertson , Konstantinos Spiliopoulos

Most search engines sell slots to place advertisements on the search results page through keyword auctions. Advertisers offer bids for how much they are willing to pay when someone enters a search query, sees the search results, and then…

Computer Science and Game Theory · Computer Science 2011-09-29 Greg Linden , Christopher Meek , Max Chickering

A seller is pricing identical copies of a good to a stream of unit-demand buyers. Each buyer has a value on the good as his private information. The seller only knows the empirical value distribution of the buyer population and chooses the…

Computer Science and Game Theory · Computer Science 2023-05-12 Siddhartha Banerjee , Kamesh Munagala , Yiheng Shen , Kangning Wang

Conflicts of interest often arise between data sources and their users regarding how the users' information needs should be interpreted by the data source. For example, an online product search might be biased towards presenting certain…

Databases · Computer Science 2026-03-09 Nischal Aryal , Arash Termehchy , Marianne Winslett

A seller with one unit of a good faces N\geq3 buyers and a single competitor who sells one other identical unit in a second-price auction with a reserve price. Buyers who do not get the seller's good will compete in the competitor's…

Theoretical Economics · Economics 2021-10-26 Kenneth Hendricks , Thomas Wiseman

We study how to optimally segment monopolistic markets with a redistributive objective. We characterize optimal redistributive segmentations and show that they (i) induce the seller to price progressively, i.e., charge richer consumers…

Theoretical Economics · Economics 2026-05-14 Victor Augias , Alexis Ghersengorin , Daniel M. A. Barreto

Sponsored search mechanisms have drawn much attention from both academic community and industry in recent years since the seminal papers of [13] and [14]. However, most of the existing literature concentrates on the mechanism design and…

Computer Science and Game Theory · Computer Science 2010-09-01 Jian Liu , Dah Ming Chiu

Algorithmic-matching sites offer users access to an unprecedented number of potential mates. However, they also pose a principal-agent problem with a potential moral hazard. The agent's interest is to maximize usage of the Web site, while…

Computer Science and Game Theory · Computer Science 2019-02-19 Andrés Abeliuk , Khaled Elbassioni , Talal Rahwan , Manuel Cebrian , Iyad Rahwan

A data intermediary acquires signals from individual consumers regarding their preferences. The intermediary resells the information in a product market wherein firms and consumers tailor their choices to the demand data. The social…

Computer Science and Game Theory · Computer Science 2022-09-30 Dirk Bergemann , Alessandro Bonatti , Tan Gan

Autonomous vehicles will be an integral part of ride-sharing services in the future. This setting differs from traditional ride-sharing marketplaces because of the absence of the supply side (drivers). However, it has far-reaching…

Computer Science and Game Theory · Computer Science 2023-03-07 Diptangshu Sen , Arnob Ghosh

Linear Fisher market is one of the most fundamental economic models. The market is traditionally examined on the basis of individual's price-taking behavior. However, this assumption breaks in markets such as online advertising and…

Computer Science and Game Theory · Computer Science 2024-07-17 Juncheng Li , Pingzhong Tang

In many markets, like electricity or cloud computing markets, providers incur large costs for keeping sufficient capacity in reserve to accommodate demand fluctuations of a mostly fixed user base. These costs are significantly affected by…

Computer Science and Game Theory · Computer Science 2020-04-07 Ludwig Dierks , Sven Seuken

A monopolist wishes to maximize her profits by finding an optimal price policy. After she announces a menu of products and prices, each agent $x$ will choose to buy that product $y(x)$ which maximizes his own utility, if positive. The…

Optimization and Control · Mathematics 2021-02-12 Robert J. McCann , Kelvin Shuangjian Zhang

This paper is concerned with the determination of pricing strategies for a firm that in each period of a finite horizon receives replenishment quantities of a single product which it sells in two markets, e.g., a long-distance market and an…

Optimization and Control · Mathematics 2015-09-25 Wen , Chen , Adam Fleischhacker , Michael N. Katehakis

Consider a trade market with one seller and multiple buyers. The seller aims to sell an indivisible item and maximize their revenue. This paper focuses on a simple and popular mechanism--the fixed-price mechanism. Unlike the standard…

Computer Science and Game Theory · Computer Science 2024-11-19 Zhikang Fan , Weiran Shen

We consider a multiproduct monopoly pricing model. We provide sufficient conditions under which the optimal mechanism can be implemented via upgrade pricing -- a menu of product bundles that are nested in the strong set order. Our approach…

Computer Science and Game Theory · Computer Science 2021-12-03 Dirk Bergemann , Alessandro Bonatti , Andreas Haupt , Alex Smolin

We consider a monopolistic seller in a market that may be segmented. The surplus of each consumer in a segment depends on the price that the seller optimally charges, which depends on the set of consumers in the segment. We study which…

Theoretical Economics · Economics 2022-10-25 Nima Haghpanah , Ron Siegel

We study the power of price discrimination via an intermediary in bilateral trade, when there is a revenue-maximizing seller selling an item to a buyer with a private value drawn from a prior. Between the seller and the buyer, there is an…

Computer Science and Game Theory · Computer Science 2023-04-28 Shao-Heng Ko , Kamesh Munagala

We study revenue optimization pricing algorithms for repeated posted-price auctions where a seller interacts with a single strategic buyer that holds a fixed private valuation. We show that, in the case when both the seller and the buyer…

Computer Science and Game Theory · Computer Science 2018-05-08 Arsenii Vanunts , Alexey Drutsa

We develop a probabilistic consumer choice framework based on information asymmetry between consumers and firms. This framework makes it possible to study market competition of several firms by both quality and price of their products. We…

Trading and Market Microstructure · Quantitative Finance 2014-03-26 Hao Liao , Rui Xiao , Duanbing Chen , Matus Medo , Yi-Cheng Zhang